+32.6%
SOLS vs RBA
-2.0%
+34.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.6% | -6.7% |
| 7D | -8.8% | +12.7% | -21.4% | -9.7% |
| 30D | -0.6% | +15.5% | -16.2% | -2.0% |
| 3M | -9.0% | -14.0% | +5.0% | -5.8% |
| 6M | -28.7% | -8.8% | -19.8% | -26.9% |
| YTD | +19.2% | -6.9% | +26.1% | +7.5% |
| 1Y | +32.6% | -3.0% | +35.6% | +15.1% |
| All | +32.6% | -2.0% | +34.6% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling